var save structural shocks
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I'm using varm and estimate functions to estimate a structural var. Using the option orthodonalized I get the irfs identified with short-run restrictions, I mean using the Choleski factor. I would like to save the series of structural shocks but I don't know how to do that. Could you help me?
Thank you
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Mathieu NOE
2021년 4월 13일
hello
so far I understood that structural shocks are time series or ? so what woud be difficult to save ?
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